+176.7%
KO vs FICO
+607.5%
-430.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.4% | -15.4% | +15.8% | +2.4% |
| 30D | +1.5% | -10.4% | +11.9% | +2.7% |
| 3M | +11.8% | -22.7% | +34.5% | +14.9% |
| 6M | +16.2% | -36.8% | +53.0% | +22.0% |
| YTD | +28.1% | -44.8% | +72.9% | +36.7% |
| 1Y | +34.8% | -39.3% | +74.1% | +41.0% |
| 3Y | +65.5% | +3.7% | +61.7% | +51.7% |
| 5Y | +81.6% | +101.7% | -20.2% | +41.2% |
| 10Y | +176.7% | +602.8% | -426.0% | +63.8% |
| All | +176.7% | +607.5% | -430.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling